| ARIMA Parameter Estimation and Backward Selection | |||||||
| Iteration | ar1 | ar2 | ar3 | ma1 | sar1 | sar2 | sma1 |
| Estimates ( 1 ) | 0.5492 | 0.1731 | -0.0249 | -0.4585 | -0.0998 | -0.0604 | -0.6429 |
| (p-val) | (0.007 ) | (0.0085 ) | (0.7407 ) | (0.0214 ) | (0.3518 ) | (0.4838 ) | (0 ) |
| Estimates ( 2 ) | 0.4866 | 0.1754 | 0 | -0.3973 | -0.1005 | -0.0616 | -0.6417 |
| (p-val) | (0.0054 ) | (0.0103 ) | (NA ) | (0.0223 ) | (0.3732 ) | (0.4941 ) | (0 ) |
| Estimates ( 3 ) | 0.4706 | 0.1836 | 0 | -0.3842 | -0.0462 | 0 | -0.6958 |
| (p-val) | (0.0074 ) | (0.0062 ) | (NA ) | (0.0293 ) | (0.5533 ) | (NA ) | (0 ) |
| Estimates ( 4 ) | 0.4617 | 0.1882 | 0 | -0.3767 | 0 | 0 | -0.7209 |
| (p-val) | (0.0078 ) | (0.0044 ) | (NA ) | (0.0307 ) | (NA ) | (NA ) | (0 ) |
| Estimates ( 5 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 6 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 7 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 8 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 9 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 10 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 11 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 12 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimates ( 13 ) | NA | NA | NA | NA | NA | NA | NA |
| (p-val) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) | (NA ) |
| Estimated ARIMA Residuals |
| Value |
| -0.0447135254057241 |
| -0.0681917505643484 |
| 0.197918269621549 |
| 0.364977510685428 |
| 1.51337996993069 |
| -0.359461693544898 |
| 0.45727522940314 |
| -0.576200432800391 |
| -0.35806144673515 |
| 1.26000912131843 |
| -1.3426613992255 |
| -0.353289574581597 |
| 0.161395643577882 |
| -0.857823002077853 |
| -0.555144913020814 |
| -0.72702791251718 |
| -0.369042263207524 |
| -0.0578971490089126 |
| -0.769036819130027 |
| -0.853703554865738 |
| 0.700854566992897 |
| -0.67605876722517 |
| 0.868578035744909 |
| -0.108845888544962 |
| -1.57887204432135 |
| -1.12268950464808 |
| 0.396923854125462 |
| 0.0148495723276648 |
| 0.140259353904146 |
| 0.369865090264652 |
| -0.279776101182220 |
| 0.304546129057608 |
| 0.89246630180173 |
| 0.089380084634917 |
| 0.135269390896596 |
| -1.20736758941779 |
| -0.230372957145912 |
| -0.0877971461993962 |
| -0.333232968344473 |
| 0.601966274497898 |
| 0.489790332605287 |
| -0.300400374344414 |
| 0.101351036953796 |
| 0.596346949912011 |
| -0.47683886857732 |
| -0.418379378609028 |
| -0.117113003034431 |
| -0.147180752673766 |
| 0.532293993540131 |
| -0.976528360789192 |
| 0.331179681713619 |
| 0.869619342575217 |
| -0.452578488595748 |
| -0.421389495725205 |
| -0.0683600580425801 |
| 0.326102643738251 |
| 0.84894946585275 |
| 0.45582785613299 |
| 0.823473299388882 |
| 0.933736134578275 |
| 1.23343911337511 |
| 0.408339889029049 |
| 0.287976012916579 |
| -0.211203399763373 |
| -0.267468885199923 |
| -1.11645429762827 |
| -0.0317247393574264 |
| 0.54797221514186 |
| 0.120802504869113 |
| -0.868321572972432 |
| -0.3111556824909 |
| -0.380689102771037 |
| -0.30561864484898 |
| -0.409940939893256 |
| -0.00967793801094008 |
| 0.495426346325811 |
| -0.704347377574644 |
| -0.0634698802161427 |
| -0.513898812666087 |
| 0.589511460101042 |
| -0.349423191276469 |
| 0.641305316501566 |
| 0.0343658049129258 |
| -0.0527521712765113 |
| -0.880138086481074 |
| -0.110617811865719 |
| 0.72501756960268 |
| -0.505210289548879 |
| 1.01506155631875 |
| 0.432165488894543 |
| -0.605966486267483 |
| -0.99965759119017 |
| -0.27389849309159 |
| 0.276038635960411 |
| 1.00336898188511 |
| 0.0129978233031003 |
| -0.560227112123234 |
| -0.549704222601843 |
| -0.264710628551329 |
| 0.279628860525986 |
| 0.67863884852158 |
| 0.661069132385644 |
| -0.704450400540471 |
| -0.201260459574336 |
| 0.350125399697031 |
| 0.51207404061506 |
| 0.855206905650968 |
| 0.194069541050754 |
| 0.723929038809983 |
| 1.18131067472237 |
| 0.142881528831250 |
| 0.0179257987332198 |
| -0.497956664256945 |
| -0.299719686921 |
| 0.135788267523097 |
| -0.170331261101969 |
| -1.03309848527624 |
| -0.173819271188227 |
| -0.96302408722277 |
| 0.698379738385226 |
| -0.367089110939054 |
| -0.263848480433551 |
| -0.418819019563504 |
| -1.12067684130529 |
| 0.0500585216127828 |
| 0.608903580538812 |
| 0.134690291434660 |
| 0.330041346178046 |
| 0.127838693318876 |
| 0.58131913276402 |
| -0.0387079409621917 |
| -0.870097196269254 |
| -0.46211379652609 |
| -0.775456512800447 |
| 1.39586946859032 |
| -0.37327172845452 |
| -0.268080179245456 |
| 1.08656232038470 |
| -0.325879956032335 |
| 0.306618545298821 |
| -0.552774192574749 |
| 0.92873551770947 |
| 0.0930554086105425 |
| 0.793725485432387 |
| -0.0655196048543415 |
| 0.319389736938019 |
| -0.4662249156776 |
| -0.262872804169154 |
| 0.0101377315685331 |
| 0.166709542739487 |
| -0.279488696944154 |
| -0.416437753553355 |
| -0.221155653702371 |
| -0.180257931472327 |
| -0.698512272232453 |
| -0.0309661520865127 |
| -0.218027303341431 |
| -0.373584444066665 |
| 0.0529514288171556 |
| 0.162726896367858 |
| 0.827781137863122 |
| -0.724325871435517 |
| -0.470004759316187 |
| 1.04570491904628 |
| -0.192863384297996 |
| -0.571180242579811 |
| 0.53129114164929 |
| -0.305718225577513 |
| 0.338050047092679 |
| 0.476242123263537 |
| -0.813898476377811 |
| -0.0347526278635886 |
| 0.307275273288078 |
| 0.298265455900106 |
| -0.356205548123301 |
| -0.356604249220039 |
| 0.161914374292831 |
| 0.157622109146409 |
| 0.301928817820236 |
| -0.561981939321839 |
| -0.0543444376510029 |
| -0.242625453758972 |
| -0.0291188117271089 |
| 0.228470615469883 |
| -0.51067539105528 |
| 1.12387561816939 |
| -1.12598799845017 |
| 0.290323758789475 |
| 0.190186118804246 |
| 0.0853119351210662 |
| -0.708038984248751 |
| 0.0821216894112208 |
| -0.307060855462736 |
| 0.525053350996059 |
| -0.601608778466017 |
| 0.538181813562702 |
| -0.306512068271356 |
| 0.654542042253013 |
| -0.537374858558756 |
| -0.186945155766624 |
| -0.0415286498063597 |
| -0.0882630412532812 |
| -0.256492308587704 |
| -0.413059227913312 |
| -0.270151685098982 |
| -0.435615700570522 |
| 0.546649355930621 |
| 0.323884533414367 |
| 0.661931999317776 |
| 0.402774353789314 |
| -0.428179652821839 |
| -0.185363732940283 |
| -0.146275809365461 |
| 0.177901302989267 |
| -0.37050338775113 |
| 0.205238676658666 |
| -0.0894107713348823 |
| -0.0207802654674417 |
| -0.00240156050242598 |
| 0.0272372595510252 |
| -0.304012118380156 |
| 1.50787083755894 |
| 0.259049823498239 |
| -0.546357647756348 |
| 0.581469268279202 |
| 0.330213799851474 |
| -0.983366581436005 |
| -0.736262987651848 |
| -0.338744405471793 |
| 0.760537198386122 |
| -0.261709569189062 |
| -0.476048054939457 |
| -0.110367749263171 |
| 1.69080994488638 |
| 0.149871962204963 |
| -0.894443961691915 |
| 0.085470784809845 |
| -0.117916013884110 |
| -0.215892867120323 |
| -0.394092027648212 |
| 0.0924263195001464 |
| 0.0585916697037609 |
| 0.253245870932732 |
| 0.370568029426555 |
| -0.386523946110805 |
| 0.447110885976198 |
| 0.623154288443058 |
| -0.184203126326894 |
| 0.705478213892133 |
| -0.317030723058509 |
| -0.927475250043128 |
| -0.0393758869868714 |
| 1.00274757045651 |
| 0.81261929584766 |
| 0.298293414045875 |
| 0.152551034396448 |
| -0.150639291328964 |
| 0.110741931333046 |
| 0.552786542621399 |
| 0.043495317005928 |
| 0.363209761887515 |
| -0.0227970074210186 |
| 0.504138677508752 |
| 0.138779289097263 |
| -0.0853035323850848 |
| -0.496484911291535 |
| -0.0852251910857372 |
| -0.24783097110293 |
| -0.120849214430184 |
| -0.451770222424517 |
| 0.612150462504529 |
| 0.350625301536347 |
| -0.359290489217048 |
| -0.484436529968323 |
| 0.339430850299546 |
| -0.0417944819271331 |
| -0.0100068967329739 |
| -0.403912573561869 |
| 0.151831208063265 |
| -0.229701002599689 |
| -0.217361644409274 |
| -0.332188934541594 |
| 0.264417994226088 |
| 0.176869375612394 |
| -0.176677799506876 |
| -0.135670367387730 |
| -0.827944201168857 |
| -0.072273440609786 |
| -0.117607844316574 |
| 0.314635054003007 |
| -0.154386181042633 |
| 0.163002765125016 |
| -0.244739215790664 |
| -0.204481561852205 |
| 0.0360259320533316 |
| 0.00417168105882497 |
| 0.26611186664377 |
| -0.651003115126675 |
| 0.589994534348544 |
| 0.312322956691152 |
| 0.552669928194596 |
| -0.0962287495068195 |
| -0.467083613569975 |
| -0.198196785512380 |
| 0.395575344144739 |
| 0.175735235132413 |
| 0.315653622572947 |
| -0.161149078424740 |
| 0.882040918818406 |
| 0.0637848774283206 |
| 0.85863384931873 |
| 0.822761597490505 |
| 1.77266886599823 |
| -0.566981097515768 |
| 0.153261673994491 |
| -0.279232928038873 |
| 0.0495720500024974 |
| -1.16973330222028 |
| -0.0821094020314198 |
| 0.06810213794194 |
| -0.201544972461283 |
| 0.0764370029988598 |
| -0.526360143527817 |
| -0.0804139935145854 |
| -0.390603734334334 |
| -0.366201530253029 |
| -0.236325627899706 |
| -0.0197748906630422 |
| -0.40059323084241 |
| 0.273305314027276 |
| 0.571670834858691 |
| 0.355107021818314 |
| -0.598053247397135 |
| 0.0680124298317826 |
| 0.0825157728529768 |
| -0.236688908468711 |
| -0.720993033449396 |
| 0.445855526706277 |
| -0.278184397845136 |
| -0.81369570771795 |
| 0.0382223636465232 |
| 0.28798146265086 |
| -0.397401294412344 |
| 0.45344179889932 |
| -0.336993630086347 |
| 0.0350016885145048 |
| -0.129074065843753 |
| -0.929487248837571 |
| 0.112538314453313 |
| -0.26621483919147 |
| 0.318919352949947 |
| -0.235823743101856 |
| 0.312056036018642 |
| -0.607348900242971 |
| 0.821439553072012 |
| -0.330769415612953 |
| -0.0368470913209911 |
| -0.223411512464018 |
| -0.0162393530373160 |
| 0.494328755185298 |
